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DOE OSTI2024

Communication Lower Bounds and Optimal Algorithms for Multiple Tensor-Times-Matrix Computation

Multiple tensor-times-matrix (Multi-TTM) is a key computation in algorithms for computing and operating with the Tucker tensor decomposition, which is frequently used in multidimensional data analysis. Here, we establish communication lower bounds that determine how much data movement is required (under mild conditions) to perform the Multi-TTM computation in parallel. The crux of the proof relies on analytically solving a constrained, nonlinear optimization problem. We also present a parallel algorithm to perform this computation that organizes the processors into a logical grid with twice as many modes as the input tensor. We show that, with correct choices of grid dimensions, the communication cost of the algorithm attains the lower bounds and is therefore communication optimal. Finally, we show that our algorithm can significantly reduce communication compared to the straightforward approach of expressing the computation as a sequence of tensor-times-matrix operations when the input and output tensors vary greatly in size.

HBL-inequalities↗

DOE OSTI2018

Entity Resolution at Large Scale: Benchmarking and Algorithmics

We seek scalable benchmarks for entity resolution problems. Solutions to these problems range from trivial approaches such as string sorting to sophisticated methods such as statistical relational learning. The theoretical and practical complexity of these approaches varies widely, so one of the primary purposes of a benchmark will be to quantify the trade-off between solution quality and runtime. We are motivated by the ubiquitous nature of entity resolution as a fundamental problem faced by any organization that ingests large amounts of noisy text data. A benchmark is typically a rigid specification that provides an objective measure usable for ranking implementations of an algorithm. For example the Top500 and HPCG500 bench- marks rank supercomputers based on their performance of dense and sparse linear algebra problems (respectively). These two benchmarks require participants to report FLOPS counts attainable on various machines. Our purpose is slightly different. Whereas the supercomputing benchmarks mentioned above hold algorithms constant and aim to rank machines, we are primarily interested in ranking algorithms. As mentioned above, entity resolution problems can be approached in completely different ways. We believe that users of our benchmarks must decide what sort of procedure to run before comparing implementations and architectures. Eventually, we also wish to provide a mechanism for ranking machines while holding algorithmic approach constant . Our primary contributions are parallel algorithms for computing solution quality mea- sures per entity. We find in some real datasets that many entities are quite easy to resolve while others are difficult, with a heavy skew toward the former case. Therefore, measures such as global confusion matrices, F measures, etc. do not meet our benchmarking needs. We design methods for computing solution quality at the granularity of a single entity in order to know when proposed solutions do well in difficult situations (perhaps justifying extra computational), or struggling in easy situations. We report on progress toward a viable benchmark for comparing entity resolution algo- rithms. Our work is incomplete, but we have designed and prototyped several algorithms to help evalute the solution quality of competing approaches to these problems. We envision a benchmark in which the objective measure is a ratio of solution quality to runtime.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1990

Highly parallel sparse Cholesky factorization

Several fine grained parallel algorithms were developed and compared to compute the Cholesky factorization of a sparse matrix. The experimental implementations are on the Connection Machine, a distributed memory SIMD machine whose programming model conceptually supplies one processor per data element. In contrast to special purpose algorithms in which the matrix structure conforms to the connection structure of the machine, the focus is on matrices with arbitrary sparsity structure. The most promising algorithm is one whose inner loop performs several dense factorizations simultaneously on a 2-D grid of processors. Virtually any massively parallel dense factorization algorithm can be used as the key subroutine. The sparse code attains execution rates comparable to those of the dense subroutine. Although at present architectural limitations prevent the dense factorization from realizing its potential efficiency, it is concluded that a regular data parallel architecture can be used efficiently to solve arbitrarily structured sparse problems. A performance model is also presented and it is used to analyze the algorithms.

Gilbert, John R.↗

DOE OSTI2016

Fast Parallel Stochastic Subspace Algorithms for Large-Scale Ambient Oscillation Monitoring

With the installation of synchrophasors widely across the power grid, measurement-based oscillation monitoring algorithms are becoming increasingly useful in identifying the real-time oscillatory modal properties in power systems. When the number of phasor measurement unit (PMU) channels grows, the computational time of many PMU data based algorithms is dominated by the computational burden in processing large-scale dense matrices. In order to overcome this limitation, this paper presents new formulations and computational strategies for speeding up an ambient oscillation monitoring algorithm, namely, stochastic subspace identification (SSI). Based on previous work, two fast singular value decomposition (SVD) approaches are first applied to the SVD evaluation within the SSI algorithm. Next, block structures are exploited so that the large-scale dense matrix computations can be processed in parallel. This helps in memory savings as well as in overall computational time. Experimental results from three sets of archived data of the western interconnection demonstrate that the new approaches can provide significant speedups while retaining modal estimation accuracy. With proposed fast parallel algorithms, the real-time oscillation monitoring of the large-scale system using hundreds of PMU measurements becomes feasible.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

PLANC: Parallel Low-rank Approximation with Nonnegativity Constraints

In this work, we consider the problem of low-rank approximation of massive dense nonnegative tensor data, for example, to discover latent patterns in video and imaging applications. As the size of data sets grows, single workstations are hitting bottlenecks in both computation time and available memory. We propose a distributed-memory parallel computing solution to handle massive data sets, loading the input data across the memories of multiple nodes, and performing efficient and scalable parallel algorithms to compute the low-rank approximation. We present a software package called Parallel Low-rank Approximation with Nonnegativity Constraints, which implements our solution and allows for extension in terms of data (dense or sparse, matrices or tensors of any order), algorithm (e.g., from multiplicative updating techniques to alternating direction method of multipliers), and architecture (we exploit GPUs to accelerate the computation in this work). We describe our parallel distributions and algorithms, which are careful to avoid unnecessary communication and computation, show how to extend the software to include new algorithms and/or constraints, and report efficiency and scalability results for both synthetic and real-world data sets.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2017

Rapid Calculation of Max-Min Fair Rates for Multi-Commodity Flows in Fat-Tree Networks

Max-min fairness is often used in the performance modeling of interconnection networks. Existing methods to compute max-min fair rates for multi-commodity flows have high complexity and are computationally infeasible for large networks. In this paper, we show that by considering topological features, this problem can be solved efficiently for the fat-tree topology that is widely used in data centers and high performance compute clusters. Several efficient new algorithms are developed for this problem, including a parallel algorithm that can take advantage of multi-core and shared-memory architectures. Using these algorithms, we demonstrate that it is possible to find the max-min fair rate allocation for multi-commodity flows in fat-tree networks that support tens of thousands of nodes. We evaluate the run-time performance of the proposed algorithms and show improvement in orders of magnitude over the previously best known method. Finally, we further demonstrate a new application of max-min fair rate allocation that is only computationally feasible using our new algorithms.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1989

A parallel structure transient response algorithm using independent substructure response computation

An algorithm for parallel computation of transient response for structures is presented in which responses of substructures are computed independently for dozens of time steps at a time, and these substructure responses are then corrected to obtain the response of the overall coupled structure. The correction of the uncoupled substructure responses only requires the responses computed for interfaces at occasional points in time, and is done independently for different substructures in a very efficient procedure. A numerical example is presented to demonstrate the method and show the accuracy of the method.

Bennighof, Jeffrey K.↗

NASA NTRS1990

Multitasking domain decomposition fast Poisson solvers on the Cray Y-MP

The results of multitasking implementation of a domain decomposition fast Poisson solver on eight processors of the Cray Y-MP are presented. The object of this research is to study the performance of domain decomposition methods on a Cray supercomputer and to analyze the performance of different multitasking techniques using highly parallel algorithms. Two implementations of multitasking are considered: macrotasking (parallelism at the subroutine level) and microtasking (parallelism at the do-loop level). A conventional FFT-based fast Poisson solver is also multitasked. The results of different implementations are compared and analyzed. A speedup of over 7.4 on the Cray Y-MP running in a dedicated environment is achieved for all cases.

Chan, Tony F.↗

DOE OSTI2015

The development of laser-plasma interaction program LAP3D on thousands of processors

Modeling laser-plasma interaction (LPI) processes in real-size experiments scale is recognized as a challenging task. For explorering the influence of various instabilities in LPI processes, a three-dimensional laser and plasma code (LAP3D) has been developed, which includes filamentation, stimulated Brillouin backscattering (SBS), stimulated Raman backscattering (SRS), non-local heat transport and plasmas flow computation modules. In this program, a second-order upwind scheme is applied to solve the plasma equations which are represented by an Euler fluid model. Operator splitting method is used for solving the equations of the light wave propagation, where the Fast Fourier translation (FFT) is applied to compute the diffraction operator and the coordinate translations is used to solve the acoustic wave equation. The coupled terms of the different physics processes are computed by the second-order interpolations algorithm. In order to simulate the LPI processes in massively parallel computers well, several parallel techniques are used, such as the coupled parallel algorithm of FFT and fluid numerical computation, the load balance algorithm, and the data transfer algorithm. Now the phenomena of filamentation, SBS and SRS have been studied in low-density plasma successfully with LAP3D. Scalability of the program is demonstrated with a parallel efficiency above 50% on about ten thousand of processors.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

NASA NTRS1998

Charon Message-Passing Toolkit for Scientific Computations

The Charon toolkit for piecemeal development of high-efficiency parallel programs for scientific computing is described. The portable toolkit, callable from C and Fortran, provides flexible domain decompositions and high-level distributed constructs for easy translation of serial legacy code or design to distributed environments. Gradual tuning can subsequently be applied to obtain high performance, possibly by using explicit message passing. Charon also features general structured communications that support stencil-based computations with complex recurrences. Through the separation of partitioning and distribution, the toolkit can also be used for blocking of uni-processor code, and for debugging of parallel algorithms on serial machines. An elaborate review of recent parallelization aids is presented to highlight the need for a toolkit like Charon. Some performance results of parallelizing the NAS Parallel Benchmark SP program using Charon are given, showing good scalability.

VanderWijngaart, Rob F.↗

NASA NTRS1998

Charon Message-Passing Toolkit for Scientific Computations

VanderWijngarrt, Rob F.↗

NASA NTRS1990

Parallel/distributed direct method for solving linear systems

A new family of parallel schemes for directly solving linear systems is presented and analyzed. It is shown that these schemes exhibit a near optimal performance and enjoy several important features: (1) For large enough linear systems, the design of the appropriate paralleled algorithm is insensitive to the number of processors as its performance grows monotonically with them; (2) It is especially good for large matrices, with dimensions large relative to the number of processors in the system; (3) It can be used in both distributed parallel computing environments and tightly coupled parallel computing systems; and (4) This set of algorithms can be mapped onto any parallel architecture without any major programming difficulties or algorithmical changes.

Lin, Avi↗

NASA NTRS1984

Modelling algorithm execution time on processor arrays

A model for the execution time of parallel algorithms on processor arrays is described. The model is validated for the conjugate gradient algorithm on the eight processor Finite Element Machine at NASA Langley Research Center. Model predictions are also included for this algorithm on a larger array as the number of processors and system parameters are varied.

Adams, L. M.↗

DOE OSTI2014

TESS

Computing a Voronoi or Delaunay tessellation from a set of points is a core part of the analysis of many simulated and measured datasets. As the scale of simulations and observations surpasses billions of particles, a distributed-memory scalable parallel algorithm is the only feasible approach. The primary contribution of this software is a distributed-memory parallel Delaunay and Voronoi tessellation algorithm based on existing serial computational geometry libraries that automatically determines which neighbor points need to be exchanged among the subdomains of a spatial decomposition. Other contributions include the addition of periodic and wall boundary conditions.

Dmitriy Morozov, TomPeterka↗

DOE OSTI2014

TESS

Dmitriy Morozov, Tom Peterka↗

NASA NTRS1989

Group implicit concurrent algorithms in nonlinear structural dynamics

During the 70's and 80's, considerable effort was devoted to developing efficient and reliable time stepping procedures for transient structural analysis. Mathematically, the equations governing this type of problems are generally stiff, i.e., they exhibit a wide spectrum in the linear range. The algorithms best suited to this type of applications are those which accurately integrate the low frequency content of the response without necessitating the resolution of the high frequency modes. This means that the algorithms must be unconditionally stable, which in turn rules out explicit integration. The most exciting possibility in the algorithms development area in recent years has been the advent of parallel computers with multiprocessing capabilities. So, this work is mainly concerned with the development of parallel algorithms in the area of structural dynamics. A primary objective is to devise unconditionally stable and accurate time stepping procedures which lend themselves to an efficient implementation in concurrent machines. Some features of the new computer architecture are summarized. A brief survey of current efforts in the area is presented. A new class of concurrent procedures, or Group Implicit algorithms is introduced and analyzed. The numerical simulation shows that GI algorithms hold considerable promise for application in coarse grain as well as medium grain parallel computers.

Ortiz, M.↗

NASA NTRS1995

Parallel Monte Carlo Simulation for control system design

The research during the 1993/94 academic year addressed the design of parallel algorithms for stochastic robustness synthesis (SRS). SRS uses Monte Carlo simulation to compute probabilities of system instability and other design-metric violations. The probabilities form a cost function which is used by a genetic algorithm (GA). The GA searches for the stochastic optimal controller. The existing sequential algorithm was analyzed and modified to execute in a distributed environment. For this, parallel approaches to Monte Carlo simulation and genetic algorithms were investigated. Initial empirical results are available for the KSR1.

Schubert, Wolfgang M.↗

DOE OSTI2014

A domain decomposition method of stochastic PDEs: An iterative solution techniques using a two-level scalable preconditioner

Recent advances in high performance computing systems and sensing technologies motivate computational simulations with extremely high resolution models with capabilities to quantify uncertainties for credible numerical predictions. A two-level domain decomposition method is reported in this investigation to devise a linear solver for the large-scale system in the Galerkin spectral stochastic finite element method (SSFEM). In particular, a two-level scalable preconditioner is introduced in order to iteratively solve the large-scale linear system in the intrusive SSFEM using an iterative substructuring based domain decomposition solver. The implementation of the algorithm involves solving a local problem on each subdomain that constructs the local part of the preconditioner and a coarse problem that propagates information globally among the subdomains. The numerical and parallel scalabilities of the two-level preconditioner are contrasted with the previously developed one-level preconditioner for two-dimensional flow through porous media and elasticity problems with spatially varying non-Gaussian material properties. A distributed implementation of the parallel algorithm is carried out using MPI and PETSc parallel libraries. The scalabilities of the algorithm are investigated in a Linux cluster.

42 ENGINEERING↗